# Elsevier

# Statistics & Probability Letters

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### 2002, Volume 58, Issue 3

**265-282 Estimation of frequencies in presence of heavy tail errors***by*Nandi, Swagata & Iyer, Srikanth K. & Kundu, Debasis**283-286 A note on the Borel-Cantelli lemma***by*Petrov, Valentin V.**287-296 Approximations for a conditional two-dimensional scan statistic***by*Chen, Jie & Glaz, Joseph**297-307 Rates of uniform convergence of empirical means with mixing processes***by*Karandikar, Rajeeva L. & Vidyasagar, M.**309-317 Regression analysis for a semiparametric model with panel data***by*Sun, Liuquan & Zhou, Xian**319-325 Blockwise empirical Cressie-Read test statistics for [alpha]-mixing processes***by*Bravo, Francesco

### 2002, Volume 58, Issue 2

**111-121 Definition and probabilistic properties of skew-distributions***by*Arellano-Valle, R. B. & del Pino, G. & San Martín, E.**123-130 Tests of homogeneity for spatial populations***by*Cerioli, Andrea**131-145 Some conditional crossing results of Brownian motion over a piecewise-linear boundary***by*Abundo, Mario**147-155 Maximum quasilikelihood estimation for a simplified NEAR(1) model***by*Perera, Subashan**157-165 Chebyshev systems and estimation theory for discrete distributions***by*Braverman, Mark & Lumelskii, Yan**167-174 Asymptotic expansions of densities of sums of random vectors without third moment***by*Peng, Liang**175-184 Best upper quantile evaluations for NWU distributions***by*Rychlik, Tomasz**185-194 On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes***by*Ahmed, S. Ejaz & Antonini, Rita Giuliano & Volodin, Andrei**195-203 Almost sure limit theorems for the maximum of stationary Gaussian sequences***by*Csáki, Endre & Gonchigdanzan, Khurelbaatar**205-219 Multivariate probability density estimation for associated processes: strong consistency and rates***by*Masry, Elias

### 2002, Volume 58, Issue 1

**1-11 An algorithm for the estimation of minimal cut and path sets from field failure data***by*Dharmadhikari, Avinash & Kulathinal, S. B. & Mandrekar, Vidyadhar**13-22 Thin and thick points for branching measure on a Galton-Watson tree***by*Mörters, Peter & Shieh, Narn-Rueih**23-30 Bayesian nonparametric point estimation under a conjugate prior***by*Li, Xuefeng & Zhao, Linda H.**31-39 The modified bootstrap error process for Kaplan-Meier quantiles***by*Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël**41-51 Self-normalized lag increments of partial sums***by*Wang, Wensheng**53-59 On characterization of two-sample U-statistics***by*Schechtman, E. & Schechtman, G.**61-69 Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units***by*Li, Heng**71-81 A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives***by*Gatto, Riccardo & Jammalamadaka, S. Rao**83-91 On the convergence of Markov binomial to Poisson distribution***by*Cekanavicius, V.**93-96 On fractional uniform order statistics***by*Jones, M. C.**97-109 Analytical results for a Bayesian bivariate cokriging model***by*Mira, José & Sánchez, María Jesús

### 2002, Volume 57, Issue 4

**301-306 Model selection under order restriction***by*Zhao, Lincheng & Peng, Limin**307-313 On stable convergence in the central limit theorem***by*Cheng, Tsung-Lin & Chow, Yuan-Shih**315-326 Large and moderate deviations of empirical processes with nonstandard rates***by*Arcones, Miguel A.**327-335 On tests of independence for spherical data-invariance and centering***by*Johnson, Richard A. & Shieh, Grace S.**337-341 M-Estimation for dependent random variables***by*Furrer, Reinhard**343-351 D-optimal designs for polynomial regression models through origin***by*Fang, Zhide**353-361 Corrected modified profile likelihood heteroskedasticity tests***by*Ferrari, Silvia L. P. & Cribari-Neto, Francisco**363-373 Sums of dependent Bernoulli random variables and disease clustering***by*Yu, Chang & Zelterman, Daniel**375-385 Supermodular dependence ordering on a class of multivariate copulas***by*Wei, Gang & Hu, Taizhong**387-391 The TP2 ordering of Kimeldorf and Sampson has the normal-agreeing property***by*Genest, Christian & Verret, François**393-401 On bandwidth selection in partial linear regression models under dependence***by*Aneiros-Pérez, Germán**403-408 Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality***by*Hutson, Alan D.

### 2002, Volume 57, Issue 3

**215-220 On moment inequalities of the supremum of empirical processes with applications to kernel estimation***by*Ahmad, Ibrahim A.**221-224 A note on the characteristic function of the t-distribution***by*Dreier, I. & Kotz, S.**225-229 Transfer theorems in exponential families***by*Kagan, Abram**231-241 On convergence rates for quadratic errors in kernel hazard estimation***by*Estévez-Pérez, Graciela**243-248 Uniqueness of uniform random colorings of regular trees***by*Jonasson, Johan**249-257 Simulating Bessel random variables***by*Devroye, Luc**259-268 A note on variable selection in nonparametric regression with dependent data***by*González-Manteiga, Wenceslao & Quintela-del-Río, Alejandro & Vieu, Philippe**269-280 Estimation of the location parameter of the l1-norm symmetric matrix variate distributions***by*Fang, B. Q.**281-290 Multivariate non-parametric tests of trend when the data are incomplete***by*Alvo, Mayer & Park, Jincheol**291-299 On the efficiency of some supplemented ([alpha]1,[alpha]2,...,[alpha]R)-resolvable block designs***by*Kachlicka, Danuta & Mejza, Iwona

### 2002, Volume 57, Issue 2

**113-119 The uniform autoregressive process of the second order (UAR(2))***by*Ristic, Miroslav M. & Popovic, Biljana C.**121-131 Stepwise procedures for the identification of minimum effective dose with unknown variances***by*Tao, Jian & Shi, Ning-Zhong & Guo, Jianhua & Gao, Wei**133-137 Application of Whittle's inequality for banach space valued martingales***by*Prakasa Rao, B. L. S.**139-143 Hájek-Rényi-type inequality for associated sequences***by*Prakasa Rao, B. L. S.**145-150 Optimality of orthogonally blocked diallels with specific combining abilities***by*Chung Choi, Kuey & Chatterjee, Kashinath & Das, Ashish & Gupta, Sudhir**151-155 A note on some new renewal ageing notions***by*Bon, Jean-Louis & Illayk, Abbas**157-170 Decoupling and domination inequalities with application to Wald's identity for martingales***by*de la Peña, Victor H. & Zamfirescu, Ingrid-Mona**171-177 A moment inequality for decreasing (increasing) mean residual life distributions with hypothesis testing application***by*Abu-Youssef, S. E.**179-182 A link between the multivariate cumulative distribution function and the hitting function for random closed sets***by*Grunert da Fonseca, V. & Fonseca, C. M.**183-191 Some maximal inequalities and complete convergences of negatively associated random sequences***by*Huang, Wen-Tao & Xu, Bing**193-204 The use of spacings in the estimation of a scale parameter***by*Balakrishnan, N. & Papadatos, N.**205-214 A new class of score generating functions for regression models***by*Choi, Young Hun & Öztürk, Ömer

### 2002, Volume 57, Issue 1

**1-8 Remarks on compound Poisson approximation of Gaussian random sequences***by*Hashorva, Enkelejd & Hüsler, Jürg**9-15 Central limit theorem for U-statistics of associated random variables***by*Dewan, Isha & Prakasa Rao, B. L. S.**17-22 Donkey walk and Dirichlet distributions***by*Letac, Gérard**23-31 Mixtures of exponential distributions and stochastic orders***by*Bartoszewicz, Jaroslaw**33-41 Upper stop-loss bounds for sums of possibly dependent risks with given means and variances***by*Genest, Christian & Marceau, Étienne & Mesfioui, Mhamed**43-52 An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution***by*Karlis, Dimitris**53-63 Some connections between Bayesian and non-Bayesian methods for regression model selection***by*Liang, Faming**65-77 Coefficient constancy test in AR-ARCH models***by*Ha, Jeongcheol & Lee, Sangyeol**79-89 Breakdown points of Cauchy regression-scale estimators***by*Mizera, Ivan & Müller, Christine H.**91-100 Minimax variance estimation of a correlation coefficient for [var epsilon]-contaminated bivariate normal distributions***by*Shevlyakov, Georgy L. & Vilchevski, Nikita O.**101-109 On the asymptotic behaviour of unit-root tests in the presence of a Markov trend***by*Psaradakis, Zacharias

### 2002, Volume 56, Issue 4

**345-353 A random power record model***by*Hofmann, Glenn & Nagaraja, H. N.**355-360 Variations of Fréchet measures of p-stable motions***by*Blei, R. C. & Towghi, Nasser**361-367 Estimating monotone functions***by*Low, Mark G. & Kang, Yung-Gyung**369-380 On the average run lengths of quality control schemes using a Markov chain approach***by*Fu, James C. & Spiring, Fred A. & Xie, Hansheng**381-393 Estimation of the maximum and minimum in a model for bounded, dependent data***by*Martinsek, Adam T.**395-398 Unimodality of the distribution of record statistics***by*Basak, Prasanta & Basak, Indrani**399-404 A local limit theorem for random walk maxima with heavy tails***by*Asmussen, Søren & Kalashnikov, Vladimir & Konstantinides, Dimitrios & Klüppelberg, Claudia & Tsitsiashvili, Gurami**405-417 On explicit occupation time distributions for Brownian processes***by*Hooghiemstra, Gerard**419-423 Characterization of the monotone case for a best choice problem with a random number of objects***by*Porosinski, Zdzislaw**425-430 The BLUPs are not "best" when it comes to bootstrapping***by*Morris, Jeffrey S.**431-437 Nonparametric tests for random effects in the balanced incomplete block design***by*Nugroho, Sigit & Govindarajulu, Z.**439-446 On global consistency of a bivariate survival estimator under univariate censoring***by*Kosorok, Michael R.

### 2002, Volume 56, Issue 3

**227-238 Estimation of equifrequency histograms***by*Burman, Prabir**239-250 A unified treatment of direct and indirect estimation of a probability density and its derivatives***by*Abdous, Belkacem & Germain, Stéphane & Ghazzali, Nadia**251-259 Strong laws for Euclidean graphs with general edge weights***by*Jiménez, Raúl & Yukich, J. E.**261-269 Density deconvolution based on wavelets with bounded supports***by*Pensky, Marianna**271-281 An insight into linear calibration: univariate case***by*Liao, Jason J. Z.**283-288 A note on a simple Markov bilinear stochastic process***by*Cline, Daren B. H. & Pu, Huay-min H.**289-300 Robust model selection in regression via weighted likelihood methodology***by*Agostinelli, Claudio**301-307 Hausdorff dimension of Weierstrass-Mandelbrot process***by*Szulga, Jerzy**309-319 Symmetric and isomorphic properties of qualitative probability structures on a finite set***by*Hadjicostas, Petros**321-327 On best choice problems having similar solutions***by*Porosinski, Zdzislaw**329-343 Estimation of regression functions with a discontinuity in a derivative with local polynomial fits***by*Huh, J. & Carrière, K. C.

### 2002, Volume 56, Issue 2

**113-120 A uniform limit theorem for predictive distributions***by*Berti, Patrizia & Rigo, Pietro**121-129 Estimation of a parameter vector restricted to a cone***by*Ouassou, Idir & Strawderman, William E.**131-141 Six multivariate Zipf distributions and their related properties***by*Yeh, Hsiaw-Chan**143-146 Hoeffding's inequality for uniformly ergodic Markov chains***by*Glynn, Peter W. & Ormoneit, Dirk**147-154 Profile quasi-likelihood***by*Lin, Lu & Zhang, Runchu**155-161 On the use of generalized linear models following a sequential design***by*Rosenberger, William F. & Hu, Mingxiu**163-170 A dependent bivariate t distribution with marginals on different degrees of freedom***by*Jones, M. C.**171-175 On a Bayesian aspect for soft wavelet shrinkage estimation under an asymmetric Linex loss***by*Huang, Su-Yun**177-191 A note on estimating the change-point of a gradually changing stochastic process***by*Aue, Alexander & Steinebach, Josef**193-197 Random walks on trees and the law of iterated logarithm***by*Konsowa, Mokhtar H.**199-206 A note on various holding probabilities for random lazy random walks on finite groups***by*Hildebrand, Martin**207-216 Testing against ordered alternatives for multivariate censored survival data***by*Dubnicka, Suzanne R.**217-225 A more powerful step-up procedure for controlling the false discovery rate under independence***by*Kwong, Koon-Shing & Wong, Ee-Hwee

### 2002, Volume 56, Issue 1

**1-5 Sample size determination for constructing a constant width confidence interval for a binomial success probability***by*Liu, W. & Bailey, B. J. R.**7-12 Rates of weak convergence for images of measures by families of mappings***by*Mas, André**13-22 Statistical implications of selectively reported inferential results***by*Loperfido, Nicola**23-35 On the Bickel-Rosenblatt test for first-order autoregressive models***by*Lee, Sangyeol & Na, Seongryong**37-43 On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions***by*Barakat, H. M.**45-50 Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom***by*Witkovský, Viktor**51-56 Mean squared error properties of the kernel-based multi-stage median predictor for time series***by*De Gooijer, Jan G. & Gannoun, Ali & Zerom, Dawit**57-67 Asymptotic distributions for goodness-of-fit statistics in a sequence of multinomial models***by*Györfi, L. & Vajda, I.**69-75 A new class of nearly self-financing strategies***by*Salopek, D. M.**77-82 On the invariant estimation of an exponential scale using doubly censored data***by*T. Madi, Mohamed**83-91 The symmetry in the martingale inequality***by*Lee, Sungchul & Su, Zhonggen**93-100 Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient***by*Liu, Jicheng & Ren, Jiagang**101-112 Law of iterated logarithm and consistent model selection criterion in logistic regression***by*Qian, Guoqi & Field, Chris

### 2001, Volume 55, Issue 4

**339-343 A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample***by*Balakrishnan, N. & David, H. A.**345-352 Moderate deviations for the maximum likelihood estimator***by*Gao, Fuqing**353-358 Estimation of conditional L1-median from dependent observations***by*Berlinet, Alain & Cadre, Benoît & Gannoun, Ali**359-366 Sets of random variables with a given uncorrelation structure***by*Ostrovska, Sofiya**367-376 The best constant in the Rosenthal inequality for nonnegative random variables***by*Ibragimov, R. & Sharakhmetov, Sh.**377-384 Tail behavior of the least-squares estimator***by*Jurecková, Jana & Koenker, Roger & Portnoy, Stephen**385-396 The Glivenko-Cantelli theorem based on data with randomly imputed missing values***by*Mojirsheibani, Majid**397-401 Integrated squared error estimation of Cauchy parameters***by*Besbeas, Panagiotis & Morgan, Byron J. T.**403-411 Validity of the Aalen-Johansen estimators of stage occupation probabilities and Nelson-Aalen estimators of integrated transition hazards for non-Markov models***by*Datta, Somnath & Satten, Glen A.**413-419 Robust inference for generalized linear models with application to logistic regression***by*Adimari, Gianfranco & Ventura, Laura**421-430 Martingale transforms and Girsanov theorem for long-memory Gaussian processes***by*Mishura, Yuliya & Valkeila, Esko**431-438 The law of large numbers with exceptional sets***by*Berkes, István**439-449 A note on kernel assisted estimators in missing covariate regression***by*Wang, Suojin & Wang, C. Y.

### 2001, Volume 55, Issue 3

**227-238 Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique***by*Clémençon, S. J. M.**239-246 On the distribution of the domination number for random class cover catch digraphs***by*Priebe, Carey E. & DeVinney, Jason G. & Marchette, David J.**247-255 Extended covariance identities and inequalities***by*Privault, Nicolas**257-268 Behaviour of Dickey-Fuller F-tests under the trend-break stationary alternative***by*Sen, Amit**269-280 Second-order biases of maximum likelihood estimates in overdispersed generalized linear models***by*Cordeiro, Gauss M. & Botter, Denise A.**281-291 Rates of convergence of autocorrelation estimates for autoregressive Hilbertian processes***by*Guillas, Serge**293-299 Asymptotic properties of location estimators based on projection depth***by*Kim, Jeankyung & Hwang, Jinsoo**301-309 On conditional compactly uniform pth-order integrability of random elements in Banach spaces***by*Cabrera, Manuel Ordóñez & Volodin, Andrei I.**311-318 Consistency of nonparametric maximum likelihood estimation of a distribution function based on doubly interval-censored failure time data***by*Fang, Hong-Bin & Sun, Jianguo**319-328 Generalised bootstrap in non-regular M-estimation problems***by*Bose, Arup & Chatterjee, Snigdhansu**329-338 On the distribution of surplus immediately before ruin under interest force***by*Yang, Hailiang & Zhang, Lihong

### 2001, Volume 55, Issue 2

**113-124 On the number of points near the multivariate maxima***by*Hashorva, Enkelejd & Hüsler, Jürg**125-135 Efficiency comparison of methods for estimation in longitudinal regression models***by*Qu, Roger P. & Shao, Jun & Palta, Mari**137-145 Generalized edge frequency polygon for density estimation***by*Dong, Jianping & Zheng, Chuang**147-158 L2-tests for sparse multinomials***by*Liero, Hannelore**159-162 Concentration of capital--the product form of the Law of Large Numbers in L1***by*Oleszkiewicz, Krzysztof**163-171 Two comparison theorems for nonlinear first passage times and their linear counterparts***by*Alsmeyer, Gerold**173-180 Kernel density estimation: the general case***by*Campos, V. S. M. & Dorea, C. C. Y.**181-186 An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics***by*Kaluszka, M. & Okolewski, A.**187-192 A note on the distribution of integrals of geometric Brownian motion***by*Bhattacharya, Rabi & Thomann, Enrique & Waymire, Edward**193-203 Maximum likelihood estimation of a nonparametric signal in white noise by optimal control***by*Milstein, G. N. & Nussbaum, M.**205-212 Improved Steffensen type bounds on expectations of record statistics***by*Gajek, L. & Okolewski, A.**213-220 The mean radius of curvature of an exponential family***by*Abdelhamid, Hassairi & Afif, Masmoudi**221-226 Species accumulation functions and pure birth processes***by*Gorostiza, L. G. & Díaz-Francés, E.

### 2001, Volume 55, Issue 1

**1-7 Likelihood estimation after nonparametric transformation***by*Cheung, Ying-Kuen & Fine, Jason P.**9-17 Asymptotic local test for linearity in adaptive control***by*Poggi, Jean-Michel & Portier, Bruno**19-27 Ordered sample from two-parameter GEM distribution***by*Yamato, Hajime & Sibuya, Masaaki & Nomachi, Toshifumi**29-38 Perpetuities and asymptotic change-point analysis***by*Baron, Michael & Rukhin, Andrew L.**39-44 A note on multivariate M-quantiles***by*Breckling, Jens & Kokic, Philip & Lübke, Oliver**45-52 Convergence and symmetry of infinite products of independent random variables***by*Simonelli, Italo**53-61 On the efficiency of extended generalized estimating equation approaches***by*Sutradhar, Brajendra C. & Kumar, Pranesh**63-69 Strong ergodicity of monotone transition functions***by*Zhang, Hanjun & Chen, Anyue & Lin, Xiang & Hou, Zhenting**71-82 Multivariate negative aging in an exchangeable model of heterogeneity***by*Spizzichino, F. & Torrisi, G. L.**83-88 Statistical analysis of the inhomogeneous telegrapher's process***by*Iacus, Stefano Maria**89-97 Some estimates of geometric sums***by*Bon, Jean-Louis & Kalashnikov, Vladimir**99-105 How many moments can be estimated from a large sample?***by*Kagan, Abram & Nagaev, Sergei**107-112 Stochastic comparisons of random minima and maxima from life distributions***by*Bartoszewicz, Jaroslaw

### 2001, Volume 54, Issue 4

**341-345 Selecting the best splits for classification trees with categorical variables***by*Shih, Yu-Shan**347-356 Asymptotics for moving average processes with dependent innovations***by*Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M.**357-362 On the exact asymptotic behaviour of the distribution of the supremum in the "critical" case***by*Sgibnev, M. S.**363-371 Large deviations probabilities for a test of symmetry based on kernel density estimator***by*Osmoukhina, Anna V.**373-379 Extremal limit laws for a class of bivariate Poisson vectors***by*Coles, Stuart & Pauli, Francesco**381-387 Quadratic forms of skew-normal random vectors***by*Loperfido, Nicola**389-395 Identifiability of cure models***by*Li, Chin-Shang & Taylor, Jeremy M. G. & Sy, Judy P.**397-403 Estimating the marginal survival function in the presence of time dependent covariates***by*Satten, Glen A. & Datta, Somnath & Robins, James**405-411 Efficiency of finite state space Monte Carlo Markov chains***by*Mira, Antonietta**413-415 Maximum asymptotic variance of sums of finite Markov chains***by*León, Carlos A.**417-425 Asymptotic results for FGM random sequences***by*Hashorva, Enkelejd**427-435 Improved estimators for constrained Markov chain models***by*Müller, Ursula U. & Schick, Anton & Wefelmeyer, Wolfgang**437-447 Bayesian quantile regression***by*Yu, Keming & Moyeed, Rana A.

### 2001, Volume 54, Issue 3

**227-232 On some characterizations of spherical distributions***by*Arellano-Valle, Reinaldo B.**233-241 Edgeworth expansions in Gaussian autoregression***by*Marsh, Patrick**243-249 On the asymptotics of discrete order statistics***by*Athreya, J. S. & Sethuraman, S.**251-259 Euler scheme for solutions of a countable system of stochastic differential equations***by*San Martín, Jaime & Torres, Soledad**261-268 Modified bootstrap consistency rates for U-quantiles***by*Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël**269-276 The distribution of the usual provider continuity index under Markov dependence***by*Lou, W. Y. Wendy**277-282 Distribution functions of copulas: a class of bivariate probability integral transforms***by*Nelsen, Roger B. & Quesada-Molina, José Juan & Rodríguez-Lallena, José Antonio & Úbeda-Flores, Manuel**283-290 Wherefore similar tests?***by*Cohen, Arthur & Sackrowitz, Harold B.**291-299 A new construction of random Colombeau distributions***by*Çapar, Ulug & Aktuglu, Hüseyin**301-315 Bounds for means and variances of progressive type II censored order statistics***by*Balakrishnan, N. & Cramer, E. & Kamps, U.**317-324 Subordination and self-decomposability***by*Sato, Ken-iti**325-329 Convergence in probability of the Mallows and GCV wavelet and Fourier regularization methods***by*Amato, Umberto & De Canditiis, Daniela**331-340 MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression***by*Ohtani, Kazuhiro

### 2001, Volume 54, Issue 2

**115-124 A note on estimating the diameter of a truncated moment class***by*Tardella, Luca**125-135 A self-adaptive technique for the estimation of the multifractal spectrum***by*Broniatowski, Michel & Mignot, Pascal**137-145 On the determination of robust settings in parameter design experiments***by*Shirley Hou, X. & Wu, C. F. J.